The Feller diffusion, filter rules and abnormal stock returns

Paul Docherty, Yizhe Dong, Xiaojing Song, Mark Tippett

Research output: Contribution to journal › Article › peer-review

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Yizhe Dong
- Business School - Senior Lecturer in Banking and Business Economics
- Management Science and Business Economics
- Management Science
- Corporate Finance
- Edinburgh Centre for Financial Innovations
Person: Academic: Research Active